Here are some steps you can follow to remove shadows in Photoshop:

1. Choose Filters>Camera Raw filter (Photoshop CC).
2. Isolate the shadow area.
3. Paint over the shadow area.
4. Turn off Mask overlay, so you can see the image.
5. Balance the shadow area.
6. Move the color temperature to the right to warm it up.
7. Make more adjustments to try and get the match even better.

Another method is to use the Clone Stamp Tool (S) and Alt-click on an area nearby that doesn't have a shadow to make a sample. Then, pick a soft brush, and brush around the hair to remove the shadow. You can use the Healing Brush Tool (J) to soften up the transitions made using the Clone Tool if needed.